Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 94 | — |
| Standard deviation | 17.85 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 92 | — |
| Standard deviation | 18.02 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 90 | — |
| Standard deviation | 17.89 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 63.41K | — |
| 3-year earnings growth | 21.12 | — |