Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 93 | — |
| Standard deviation | 18.89 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -6.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 93 | — |
| Standard deviation | 20.34 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 13.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 20.80 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 35.60K | — |
| 3-year earnings growth | -3.12 | — |