Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.02 | — |
| Beta | 1 | — |
| Mean annual return | -0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 18.82 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -9.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 89 | — |
| Standard deviation | 19.82 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 19.40 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 1.57K | — |
| 3-year earnings growth | 3.90 | — |