Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 79 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -5.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 75 | — |
| Standard deviation | 13.68 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 71 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.83K | — |
| 3-year earnings growth | 12.60 | — |