Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 55 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 56 | — |
| Standard deviation | 10.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 64 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 37.50K | — |
| 3-year earnings growth | 3.04 | — |