Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 83 | — |
| Standard deviation | 25.28 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -4.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 82 | — |
| Standard deviation | 25.26 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.14 | — |
| R-squared | — | — |
| Standard deviation | 24.60 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 74.32K | — |
| 3-year earnings growth | 11.88 | — |