Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 43 | — |
| Standard deviation | 18.16 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 42 | — |
| Standard deviation | 18.86 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 62 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 9.78M | — |
| 3-year earnings growth | 22.36 | — |