Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.01 | — |
| Beta | 1 | — |
| Mean annual return | -0.19 | — |
| R-squared | 94 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -6.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 90 | — |
| Standard deviation | 17.93 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 90 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.04K | — |
| 3-year earnings growth | 20.02 | — |