Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 94 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 94 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 96 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.77K | — |
| 3-year earnings growth | 11.73 | — |