Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 45 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 4.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 65 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -3.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 65 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.20 | — |
| Price/Book (P/B) | 1.47 | — |
| Price/Sales (P/S) | 1.71 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.25K | — |
| 3-year earnings growth | 21.71 | — |