Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 81 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -5.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 81 | — |
| Standard deviation | 13.76 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 84 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.21M | — |
| 3-year earnings growth | 15.11 | — |