Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 87 | — |
| Standard deviation | 19.65 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 92 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 39.04K | — |
| 3-year earnings growth | 0.40 | — |