Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 65 | — |
| Standard deviation | 7.99 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -2.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 65 | — |
| Standard deviation | 7.86 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 75 | — |
| Standard deviation | 8.55 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 41.97K | — |
| 3-year earnings growth | 4.67 | — |