Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.69 | — |
| Beta | 1 | — |
| Mean annual return | -0.67 | — |
| R-squared | 75 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | -0.76 | — |
| Treynor ratio | -16.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 81 | — |
| Standard deviation | 18.04 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 82 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 409 | — |
| 3-year earnings growth | 15.35 | — |