Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 89 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 83 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 1.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 80 | — |
| Standard deviation | 18.21 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 60.39K | — |
| 3-year earnings growth | 11.33 | — |