Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 96 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -4.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 95 | — |
| Standard deviation | 17.96 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 13.51K | — |
| 3-year earnings growth | -1.92 | — |