Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 75 | — |
| Standard deviation | 8.92 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -1.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 71 | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 81 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 78.94K | — |
| 3-year earnings growth | 11.37 | — |