Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 78 | — |
| Standard deviation | 7.37 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 75 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 56 | — |
| Standard deviation | 5.38 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 5.12K | — |
| 3-year earnings growth | 25.82 | — |