Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 87 | — |
| Standard deviation | 24.40 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -8.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 85 | — |
| Standard deviation | 26.06 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 7.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 87 | — |
| Standard deviation | 27.34 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 2.19K | — |
| 3-year earnings growth | 33.25 | — |