Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 94 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -3.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 94 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 96 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.60K | — |
| 3-year earnings growth | 4.73 | — |