Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 72 | — |
| Standard deviation | 6.99 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 65 | — |
| Standard deviation | 6.76 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 75 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 15.72K | — |
| 3-year earnings growth | 16.28 | — |