Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 90 | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 76 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 85 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 43.44K | — |
| 3-year earnings growth | 11.16 | — |