Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 55 | — |
| Standard deviation | 18.40 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -3.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 53 | — |
| Standard deviation | 16.81 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 7.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 65 | — |
| Standard deviation | 15.04 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 22.87K | — |
| 3-year earnings growth | 17.71 | — |