Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.64 | — |
| R-squared | 73 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | -0.80 | — |
| Treynor ratio | -16.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 76 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 80 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 563 | — |
| 3-year earnings growth | 9.64 | — |