Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.35 | — |
| R-squared | 68 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -10.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 69 | — |
| Standard deviation | 18.42 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 622 | — |
| 3-year earnings growth | 13.44 | — |