Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 81 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 85 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 86 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.39K | — |
| 3-year earnings growth | 0 | — |