Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 69 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 74 | — |
| Standard deviation | 11.38 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 81 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 621.18K | — |
| 3-year earnings growth | 14.08 | — |