Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 94 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 91 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 2.79K | — |
| 3-year earnings growth | 5.19 | — |