Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 98 | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -7.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 98 | — |
| Standard deviation | 18.54 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 40.39K | — |
| 3-year earnings growth | 15.44 | — |