Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 88 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 91 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 63.77K | — |
| 3-year earnings growth | 10.61 | — |