Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 92 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -6.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 92 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 92 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 2.17K | — |
| 3-year earnings growth | 1.11 | — |