Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 85 | — |
| Standard deviation | 12.36 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 84 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 84 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 96.60K | — |
| 3-year earnings growth | 10.11 | — |