Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 91 | — |
| Standard deviation | 19.19 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -3.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 90 | — |
| Standard deviation | 19.59 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 9.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 5.76K | — |
| 3-year earnings growth | 18.57 | — |