Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.33 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 94 | — |
| Standard deviation | 19.04 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 90 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.18K | — |
| 3-year earnings growth | 19.94 | — |