Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 99 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 97 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 96 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 47.66K | — |
| 3-year earnings growth | 12.60 | — |