Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.21 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 94 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -4.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 90 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 89 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 33.11K | — |
| 3-year earnings growth | 6.61 | — |