Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 69 | — |
| Standard deviation | 25.16 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -6.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 70 | — |
| Standard deviation | 25.39 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 78 | — |
| Standard deviation | 28.74 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 18.07K | — |
| 3-year earnings growth | 1.27 | — |