Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 90 | — |
| Standard deviation | 20.64 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 83 | — |
| Standard deviation | 24.89 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 26.94 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -2.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 14.96K | — |
| 3-year earnings growth | 23.98 | — |