Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 95 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -5.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 92 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 50.22K | — |
| 3-year earnings growth | 12.33 | — |