Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 18.79 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -3.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 94 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 9.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 15.40K | — |
| 3-year earnings growth | 22.57 | — |