Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 84 | — |
| Standard deviation | 15.41 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 82 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 75 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 11.15K | — |
| 3-year earnings growth | 5.62 | — |