Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | -0.22 | — |
| R-squared | 87 | — |
| Standard deviation | 19.15 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -7.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 85 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 88 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 3.38K | — |
| 3-year earnings growth | 6.37 | — |