Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 72 | — |
| Standard deviation | 23.19 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -3.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 77 | — |
| Standard deviation | 23.39 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 6.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 78 | — |
| Standard deviation | 21.02 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 16.77K | — |
| 3-year earnings growth | 6.96 | — |