Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 89 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 84 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 85 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 31.87K | — |
| 3-year earnings growth | 13.86 | — |