Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 90 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -2.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 90 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 88 | — |
| Standard deviation | 6.99 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 95.95K | — |
| 3-year earnings growth | 19.79 | — |