Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 95 | — |
| Standard deviation | 19.90 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 94 | — |
| Standard deviation | 19.18 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 49.15K | — |
| 3-year earnings growth | 18.72 | — |