Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 70 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -3.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 73 | — |
| Standard deviation | 8.49 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 74 | — |
| Standard deviation | 8.13 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 30.77K | — |
| 3-year earnings growth | 6.44 | — |