Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | -0.29 | — |
| R-squared | 32 | — |
| Standard deviation | 29.04 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -13.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 29 | — |
| Standard deviation | 34.59 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 32 | — |
| Standard deviation | 34.39 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 22.80K | — |
| 3-year earnings growth | 6.55 | — |