Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.72 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 93 | — |
| Standard deviation | 17.42 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 90 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 91 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 4.36K | — |
| 3-year earnings growth | 5.16 | — |