Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 83 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -2.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 85 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 81 | — |
| Standard deviation | 8.47 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 20.49K | — |
| 3-year earnings growth | 16.93 | — |