Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 47 | — |
| Standard deviation | 7.70 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -3.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 54 | — |
| Standard deviation | 7.80 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 4.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 57 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.39K | — |
| 3-year earnings growth | 3.19 | — |