Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 91 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 93 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 93 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.54K | — |
| 3-year earnings growth | 23.35 | — |