Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 78 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -3.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 78 | — |
| Standard deviation | 6.76 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 70 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 15.72K | — |
| 3-year earnings growth | 10.73 | — |