Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 94 | — |
| Standard deviation | 20.12 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -5.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 91 | — |
| Standard deviation | 18.95 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 92 | — |
| Standard deviation | 18.18 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 62.00K | — |
| 3-year earnings growth | 13.41 | — |