Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.87 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 73 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -5.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 66 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 73 | — |
| Standard deviation | 12.48 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.62K | — |
| 3-year earnings growth | 7.39 | — |