Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 47 | — |
| Standard deviation | 9.65 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 54 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 67 | — |
| Standard deviation | 10.08 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 27.87K | — |
| 3-year earnings growth | 8.22 | — |