Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.75 | — |
| Beta | 1 | — |
| Mean annual return | -0.23 | — |
| R-squared | 97 | — |
| Standard deviation | 15.95 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -9.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 97 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 64.46K | — |
| 3-year earnings growth | 11.30 | — |