Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 86 | — |
| Standard deviation | 18.09 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 89 | — |
| Standard deviation | 19.16 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 90 | — |
| Standard deviation | 18.72 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.78K | — |
| 3-year earnings growth | 9.67 | — |