Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.63 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 82 | — |
| Standard deviation | 19.86 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -6.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 84 | — |
| Standard deviation | 19.75 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 83 | — |
| Standard deviation | 18.32 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.03K | — |
| 3-year earnings growth | 13.85 | — |