Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 90 | — |
| Standard deviation | 15.70 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 91 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 88 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 250.08K | — |
| 3-year earnings growth | 3.33 | — |