Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 92 | — |
| Standard deviation | 15.29 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 94 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.92 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 32.44K | — |
| 3-year earnings growth | 16.70 | — |