Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 88 | — |
| Standard deviation | 4.89 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 76 | — |
| Standard deviation | 4.58 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 68 | — |
| Standard deviation | 4.53 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 19.88K | — |
| 3-year earnings growth | 9.98 | — |