Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 72 | — |
| Standard deviation | 14.41 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -9.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 71 | — |
| Standard deviation | 16.41 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 72 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 2.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 1.40 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.18K | — |
| 3-year earnings growth | 15.24 | — |