Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 22.68 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 97 | — |
| Standard deviation | 25 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 97 | — |
| Standard deviation | 26.20 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 14.00K | — |
| 3-year earnings growth | 4.37 | — |