Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 88 | — |
| Standard deviation | 19.27 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -3.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 84 | — |
| Standard deviation | 19.07 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 87 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 282.28K | — |
| 3-year earnings growth | 14.14 | — |