Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 48 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 45 | — |
| Standard deviation | 6.02 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 52 | — |
| Standard deviation | 6.40 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 37.57K | — |
| 3-year earnings growth | 4.57 | — |