Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 87 | — |
| Standard deviation | 18.52 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -4.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 86 | — |
| Standard deviation | 18.25 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 89 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.84 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 1.52K | — |
| 3-year earnings growth | 10.74 | — |