Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 2 | — |
| Mean annual return | 0.25 | — |
| R-squared | 78 | — |
| Standard deviation | 17.77 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 2 | — |
| Mean annual return | 0.63 | — |
| R-squared | 77 | — |
| Standard deviation | 17.73 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 2.22 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 1.55K | — |
| 3-year earnings growth | 13.55 | — |