Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.49 | — |
| R-squared | 97 | — |
| Standard deviation | 26.22 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -11.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 96 | — |
| Standard deviation | 22.60 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 96 | — |
| Standard deviation | 19.93 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.27 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.30K | — |
| 3-year earnings growth | -20.74 | — |