Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 98 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 97 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 98 | — |
| Standard deviation | 18.11 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 23.41K | — |
| 3-year earnings growth | 3.84 | — |