Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 96 | — |
| Standard deviation | 24.57 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -4.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 96 | — |
| Standard deviation | 23.35 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 97 | — |
| Standard deviation | 20.24 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 1.16 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.61K | — |
| 3-year earnings growth | -24.79 | — |