Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 27 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 37 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 60 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 5.81K | — |
| 3-year earnings growth | 6.93 | — |