Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 95 | — |
| Standard deviation | 19.45 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 96 | — |
| Standard deviation | 20.89 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 11.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 96 | — |
| Standard deviation | 21.88 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 66.78K | — |
| 3-year earnings growth | 0 | — |