Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 87 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 86 | — |
| Standard deviation | 7.93 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 89 | — |
| Standard deviation | 8.61 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.18K | — |
| 3-year earnings growth | 10.53 | — |