Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 77 | — |
| Standard deviation | 23.13 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 79 | — |
| Standard deviation | 21.32 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 84 | — |
| Standard deviation | 19.02 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 28.12K | — |
| 3-year earnings growth | 4.91 | — |