Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 93 | — |
| Standard deviation | 19.51 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 85 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 85 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 57.65K | — |
| 3-year earnings growth | 9.86 | — |