Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 46 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 57 | — |
| Standard deviation | 8.13 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 57 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.37K | — |
| 3-year earnings growth | 12.49 | — |