Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 87 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 68 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 78 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 2.76K | — |
| 3-year earnings growth | 25.97 | — |