Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.95 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 94 | — |
| Standard deviation | 10.33 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -3.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 92 | — |
| Standard deviation | 9.41 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 89 | — |
| Standard deviation | 8.85 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 106.39K | — |
| 3-year earnings growth | 14.75 | — |