Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 66 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 62 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 60 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.79K | — |
| 3-year earnings growth | 7.23 | — |