Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 94 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 93 | — |
| Standard deviation | 9.07 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 94 | — |
| Standard deviation | 9.55 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 123.73K | — |
| 3-year earnings growth | 12.17 | — |