Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 95 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 95 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 47.23K | — |
| 3-year earnings growth | 9.48 | — |