Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 93 | — |
| Standard deviation | 18.83 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -6.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 93 | — |
| Standard deviation | 19.13 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 91 | — |
| Standard deviation | 20.78 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 33.68K | — |
| 3-year earnings growth | -7.68 | — |