Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 95 | — |
| Standard deviation | 19.57 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 95 | — |
| Standard deviation | 20.94 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 11.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 95 | — |
| Standard deviation | 21.91 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 66.78K | — |
| 3-year earnings growth | 0 | — |