Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 80 | — |
| Standard deviation | 7.46 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 78 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 64 | — |
| Standard deviation | 6.76 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.22 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 1.52 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 10.83K | — |
| 3-year earnings growth | 0 | — |