Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 19.56 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 91 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 93 | — |
| Standard deviation | 17.81 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 1.96K | — |
| 3-year earnings growth | 14.02 | — |