Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 90 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 90 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 88 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 93.87K | — |
| 3-year earnings growth | 13.04 | — |