Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 90 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -5.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 90 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 92 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 36.22K | — |
| 3-year earnings growth | 9.64 | — |