Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.33 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 72 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -5.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 69 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 70 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.19K | — |
| 3-year earnings growth | 25.35 | — |