Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 97 | — |
| Standard deviation | 18.72 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 97 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 98 | — |
| Standard deviation | 17.46 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 2.26K | — |
| 3-year earnings growth | 5.13 | — |