Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 87 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 85 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 88 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 36.32K | — |
| 3-year earnings growth | 13.58 | — |