Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.67 | — |
| R-squared | — | — |
| Standard deviation | 4.18 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.50 | — |
| R-squared | — | — |
| Standard deviation | 3.87 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.42 | — |
| R-squared | — | — |
| Standard deviation | 3.66 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | — | — |
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) | 0.11 | — |
| Median market vapitalization | 1.33M | — |
| 3-year earnings growth | 16.44 | — |