Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 94 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 87 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 87 | — |
| Standard deviation | 13.76 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 18.93K | — |
| 3-year earnings growth | 6.62 | — |