Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 82 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 83 | — |
| Standard deviation | 5.82 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 83 | — |
| Standard deviation | 5.24 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 57.70K | — |
| 3-year earnings growth | 12.79 | — |