Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.12 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 95 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -5 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 95 | — |
| Standard deviation | 17.12 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 96 | — |
| Standard deviation | 16.88 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 3.13K | — |
| 3-year earnings growth | 8.82 | — |