Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 92 | — |
| Standard deviation | 18.06 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 92 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 92 | — |
| Standard deviation | 17.69 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 33.44K | — |
| 3-year earnings growth | 22.65 | — |