Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 99 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -3.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 98 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 98 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 35.92K | — |
| 3-year earnings growth | 13.23 | — |