Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 98 | — |
| Standard deviation | 17.71 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 40.39K | — |
| 3-year earnings growth | 15.44 | — |