Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 97 | — |
| Standard deviation | 23.55 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -8.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 24.90 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 97 | — |
| Standard deviation | 26.22 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 13.63K | — |
| 3-year earnings growth | 17.54 | — |