Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 67 | — |
| Standard deviation | 27.06 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -6.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 63 | — |
| Standard deviation | 27.04 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 52 | — |
| Standard deviation | 31.56 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 8.88K | — |
| 3-year earnings growth | -8.13 | — |