Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 52 | — |
| Standard deviation | 11.79 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 54 | — |
| Standard deviation | 12.15 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 56 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 18.13K | — |
| 3-year earnings growth | -1.96 | — |