Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.46 | — |
| Beta | 1 | — |
| Mean annual return | -0.50 | — |
| R-squared | 94 | — |
| Standard deviation | 18.95 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -9.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 90 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 89 | — |
| Standard deviation | 17.68 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 35.22K | — |
| 3-year earnings growth | 8.17 | — |