Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 81 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -2.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 72 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 71 | — |
| Standard deviation | 12.50 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 23.67K | — |
| 3-year earnings growth | 16.59 | — |