Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 71 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 75 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 79 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 158.08K | — |
| 3-year earnings growth | 12.52 | — |