Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 76 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 79 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 82 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 7.41K | — |
| 3-year earnings growth | -0.46 | — |