Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 76 | — |
| Standard deviation | 7.08 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 79 | — |
| Standard deviation | 6.63 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 82 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 14.04K | — |
| 3-year earnings growth | 8.51 | — |