Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -13.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.23 | — |
| R-squared | 21 | — |
| Standard deviation | 19.65 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -11.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 20 | — |
| Standard deviation | 22.92 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 2.65 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 414 | — |
| 3-year earnings growth | 11.63 | — |