Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 97 | — |
| Standard deviation | 10.88 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 97 | — |
| Standard deviation | 9.77 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 97 | — |
| Standard deviation | 9.26 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 51.80K | — |
| 3-year earnings growth | 9.05 | — |