Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | -0.22 | — |
| R-squared | 64 | — |
| Standard deviation | 20.52 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -10.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 56 | — |
| Standard deviation | 20.23 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 58 | — |
| Standard deviation | 20.45 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 9.21K | — |
| 3-year earnings growth | 15.55 | — |