Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 75 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 74 | — |
| Standard deviation | 5.32 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 74 | — |
| Standard deviation | 4.87 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 86.59K | — |
| 3-year earnings growth | 15.50 | — |