Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 92 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 89 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 88 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.26 | — |
| Median market vapitalization | 38.03K | — |
| 3-year earnings growth | 14.65 | — |