Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 27 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 33 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 60 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 5.71K | — |
| 3-year earnings growth | 6.36 | — |