Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 31 | — |
| Standard deviation | 12.26 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -5.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 34 | — |
| Standard deviation | 12.21 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 49 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.93 | — |
| Price/Sales (P/S) | 1.32 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 4.12K | — |
| 3-year earnings growth | 27.83 | — |