Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 82 | — |
| Standard deviation | 21.49 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 20.29 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 83 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 19.50K | — |
| 3-year earnings growth | 11.25 | — |