Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.37 | — |
| R-squared | — | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.35 | — |
| R-squared | — | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.11 | — |
| R-squared | — | — |
| Standard deviation | 9.60 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 70.01K | — |
| 3-year earnings growth | 22.33 | — |