Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 77 | — |
| Standard deviation | 19.27 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -3.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 83 | — |
| Standard deviation | 20.30 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 17.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 87 | — |
| Standard deviation | 20.36 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 3.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 46.61K | — |
| 3-year earnings growth | -0.43 | — |