Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.42 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 88 | — |
| Standard deviation | 26.88 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -9.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 89 | — |
| Standard deviation | 23.78 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 92 | — |
| Standard deviation | 21.59 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 36.24K | — |
| 3-year earnings growth | 19.90 | — |