Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 80 | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -3.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 83 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 85 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 14.04K | — |
| 3-year earnings growth | 6.93 | — |