Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.72 | — |
| Beta | 2 | — |
| Mean annual return | 0.09 | — |
| R-squared | 86 | — |
| Standard deviation | 23.27 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -11.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 71 | — |
| Standard deviation | 22.28 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 71 | — |
| Standard deviation | 19.37 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 15.40K | — |
| 3-year earnings growth | 5.72 | — |