Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 77 | — |
| Standard deviation | 20.18 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -8.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 78 | — |
| Standard deviation | 19.55 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 85 | — |
| Standard deviation | 19.92 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 20.28K | — |
| 3-year earnings growth | 1.17 | — |