Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 99 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 99 | — |
| Standard deviation | 16.41 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 99 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.56K | — |
| 3-year earnings growth | 10.86 | — |