Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 85 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -4.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 83 | — |
| Standard deviation | 10.61 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 84 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 20.03K | — |
| 3-year earnings growth | 4.05 | — |