Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.62 | — |
| Beta | 1 | — |
| Mean annual return | -0.50 | — |
| R-squared | 85 | — |
| Standard deviation | 22.94 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -8.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 81 | — |
| Standard deviation | 22.56 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 82 | — |
| Standard deviation | 19.74 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.61K | — |
| 3-year earnings growth | 18.72 | — |