Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 88 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 85 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 86 | — |
| Standard deviation | 7.64 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 91.29K | — |
| 3-year earnings growth | 21.23 | — |