Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 30 | — |
| Standard deviation | 28.57 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -9.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 22 | — |
| Standard deviation | 28.93 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -4.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 31 | — |
| Standard deviation | 34.23 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 22.17K | — |
| 3-year earnings growth | 1.33 | — |