Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 85 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 76 | — |
| Standard deviation | 11.70 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 75 | — |
| Standard deviation | 11.32 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 19.05K | — |
| 3-year earnings growth | 9.26 | — |