Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 89 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 88 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 88 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 46.88K | — |
| 3-year earnings growth | 10.78 | — |