Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 80 | — |
| Standard deviation | 8.47 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 67 | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 75 | — |
| Standard deviation | 10.58 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 56.70K | — |
| 3-year earnings growth | 8.65 | — |