Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 92 | — |
| Standard deviation | 16.81 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -6.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 89 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 88 | — |
| Standard deviation | 17.95 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 47.97K | — |
| 3-year earnings growth | 23.56 | — |