Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 73 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -3.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 62 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 71 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 18.36K | — |
| 3-year earnings growth | 9.68 | — |