Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.88 | — |
| Beta | 1 | — |
| Mean annual return | -0.30 | — |
| R-squared | 23 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | -0.76 | — |
| Treynor ratio | -10.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 22 | — |
| Standard deviation | 10.57 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.04 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 552 | — |
| 3-year earnings growth | 11.64 | — |