Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.62 | — |
| Beta | 1 | — |
| Mean annual return | -0.25 | — |
| R-squared | 94 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -6.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 90 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 91 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.11K | — |
| 3-year earnings growth | 21.04 | — |