Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 92 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -5.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 92 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 92 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 2.17K | — |
| 3-year earnings growth | 1.11 | — |