Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 83 | — |
| Standard deviation | 35.44 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -5.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 77 | — |
| Standard deviation | 33.02 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 82 | — |
| Standard deviation | 37.45 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 2.53K | — |
| 3-year earnings growth | 0 | — |