Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -14.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 58 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -5.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 52 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 9.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 61 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 8.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 2.08K | — |
| 3-year earnings growth | 22.85 | — |