Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 85 | — |
| Standard deviation | 20.16 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -6.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 82 | — |
| Standard deviation | 19.47 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 78 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 6.34K | — |
| 3-year earnings growth | 7.81 | — |