Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 97 | — |
| Standard deviation | 19.42 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -7.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 97 | — |
| Standard deviation | 17.59 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 97 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 15.54K | — |
| 3-year earnings growth | 16.88 | — |