Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 94 | — |
| Standard deviation | 18.75 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 94 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 96 | — |
| Standard deviation | 17.75 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 17.03K | — |
| 3-year earnings growth | 18.94 | — |