Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 90 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 78 | — |
| Standard deviation | 10.63 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 84 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 53.22K | — |
| 3-year earnings growth | 12.77 | — |