Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 97 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 94 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 92 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 100.78K | — |
| 3-year earnings growth | 9.87 | — |