Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 92 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 93 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 95 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 69.26K | — |
| 3-year earnings growth | 14.76 | — |