Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 97 | — |
| Standard deviation | 20.01 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -8.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 96 | — |
| Standard deviation | 17.98 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 96 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 18.97K | — |
| 3-year earnings growth | -4.19 | — |