Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 78 | — |
| Standard deviation | 19.13 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -6.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 70 | — |
| Standard deviation | 18.80 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 69 | — |
| Standard deviation | 17.37 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -4.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.14 | — |
| Price/Book (P/B) | 1.45 | — |
| Price/Sales (P/S) | 1.03 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 348.61K | — |
| 3-year earnings growth | 7.42 | — |