Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 88 | — |
| Standard deviation | 21.17 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 87 | — |
| Standard deviation | 21.15 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 38.53K | — |
| 3-year earnings growth | 14.33 | — |