Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.09 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 85 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -6.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 82 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 74 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 10.63K | — |
| 3-year earnings growth | 7.26 | — |