Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 94 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 90 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 90 | — |
| Standard deviation | 17.46 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 57.25K | — |
| 3-year earnings growth | 18.21 | — |