Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 88 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 90 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 90 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 51.53K | — |
| 3-year earnings growth | 10.60 | — |