Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.42 | — |
| Beta | 1 | — |
| Mean annual return | -0.29 | — |
| R-squared | 95 | — |
| Standard deviation | 22.61 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -6.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 88 | — |
| Standard deviation | 22.50 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -2.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 87 | — |
| Standard deviation | 23.29 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 29.34K | — |
| 3-year earnings growth | 12.35 | — |