Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.95 | — |
| Beta | 1 | — |
| Mean annual return | -0.29 | — |
| R-squared | 93 | — |
| Standard deviation | 17.93 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -8.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 18.04 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.18 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 936 | — |
| 3-year earnings growth | 5.73 | — |