Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 92 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 93 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 95 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 24.50K | — |
| 3-year earnings growth | 19.41 | — |