Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 94 | — |
| Standard deviation | 20.87 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -6.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 92 | — |
| Standard deviation | 19.85 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.51K | — |
| 3-year earnings growth | 10.32 | — |