Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 81 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 82 | — |
| Standard deviation | 8.40 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 83 | — |
| Standard deviation | 8.48 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 32.23K | — |
| 3-year earnings growth | 18.35 | — |