Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 99 | — |
| Standard deviation | 30.67 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | -0.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 98 | — |
| Standard deviation | 25.79 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -1.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 98 | — |
| Standard deviation | 22.19 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.85 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 530.76K | — |
| 3-year earnings growth | 6.03 | — |