Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 91 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 91 | — |
| Standard deviation | 14.24 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 93 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 56.53K | — |
| 3-year earnings growth | 5.25 | — |