Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 98 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 96 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 44.22K | — |
| 3-year earnings growth | 14.72 | — |