Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 0 | — |
| Mean annual return | 0.17 | — |
| R-squared | 30 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -7.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 36 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 48 | — |
| Standard deviation | 15.20 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 1.01 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 193 | — |
| 3-year earnings growth | 26.47 | — |