Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 90 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -8.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 91 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 93 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -3.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 5.14K | — |
| 3-year earnings growth | 15.23 | — |