Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 60 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -2.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 0 | — |
| Mean annual return | 0.45 | — |
| R-squared | 62 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 68 | — |
| Standard deviation | 8.66 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 210.26K | — |
| 3-year earnings growth | 15.86 | — |