Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 77 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -4.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 75 | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 69 | — |
| Standard deviation | 6.16 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 41.27K | — |
| 3-year earnings growth | 10.04 | — |