Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 93 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 90 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 93 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 55.62K | — |
| 3-year earnings growth | 13.90 | — |