Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.43 | — |
| R-squared | 89 | — |
| Standard deviation | 18.76 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -8.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 88 | — |
| Standard deviation | 18.56 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 89 | — |
| Standard deviation | 19.40 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 1.59K | — |
| 3-year earnings growth | 4.44 | — |