Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 98 | — |
| Standard deviation | 18.22 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -6.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 98 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 98 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 23.48K | — |
| 3-year earnings growth | 6.82 | — |