Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 95 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -3.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 94 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 93 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 31.90K | — |
| 3-year earnings growth | 11.60 | — |