Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 56 | — |
| Standard deviation | 7.57 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 62 | — |
| Standard deviation | 7.79 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 61 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.20K | — |
| 3-year earnings growth | 12.90 | — |