Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.37 | — |
| Beta | 1 | — |
| Mean annual return | -0.38 | — |
| R-squared | 84 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 76 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 79 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 928 | — |
| 3-year earnings growth | 20.77 | — |