Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 88 | — |
| Standard deviation | 21.04 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 89 | — |
| Standard deviation | 19.90 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 14.45K | — |
| 3-year earnings growth | 14.44 | — |