Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 86 | — |
| Standard deviation | 16.62 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -6.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 87 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 86 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 142.54K | — |
| 3-year earnings growth | 16.97 | — |