Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 93 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 92 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 89 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 35.82K | — |
| 3-year earnings growth | 6.52 | — |