Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 98 | — |
| Standard deviation | 29.52 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -3.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 95 | — |
| Standard deviation | 26.32 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -5.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 91 | — |
| Standard deviation | 22.53 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 55.26K | — |
| 3-year earnings growth | 8.26 | — |