Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 83 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -5.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 82 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 60 | — |
| Standard deviation | 17.21 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 7.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.05K | — |
| 3-year earnings growth | 7.99 | — |