Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 94 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 94 | — |
| Standard deviation | 15.31 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 96 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.60K | — |
| 3-year earnings growth | 4.73 | — |