Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 78 | — |
| Standard deviation | 7.10 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 80 | — |
| Standard deviation | 7.18 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 79 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 33.96K | — |
| 3-year earnings growth | 10.41 | — |