Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 85 | — |
| Standard deviation | 20.02 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 84 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 87 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.80K | — |
| 3-year earnings growth | 17.13 | — |