Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 96 | — |
| Standard deviation | 19.97 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 95 | — |
| Standard deviation | 19.07 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 95 | — |
| Standard deviation | 18.36 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 86.80K | — |
| 3-year earnings growth | 12.03 | — |