Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 85 | — |
| Standard deviation | 20.08 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 81 | — |
| Standard deviation | 19.55 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 83 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 22.03K | — |
| 3-year earnings growth | 11.13 | — |