Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.66 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 76 | — |
| Standard deviation | 22.47 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -11.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 69 | — |
| Standard deviation | 20.21 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -5.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 70 | — |
| Standard deviation | 17.12 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 29.91K | — |
| 3-year earnings growth | 31.35 | — |