Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.69 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 92 | — |
| Standard deviation | 15.84 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -6.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 89 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 543 | — |
| 3-year earnings growth | 16.81 | — |