Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 56 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -4.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 46 | — |
| Standard deviation | 20 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 51 | — |
| Standard deviation | 19.11 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.21K | — |
| 3-year earnings growth | 26.26 | — |