Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 87 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -3.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 87 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 87 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 11.66K | — |
| 3-year earnings growth | 4.73 | — |