Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 98 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 97 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 98 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 23.41K | — |
| 3-year earnings growth | 3.84 | — |