Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.59 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 84 | — |
| Standard deviation | 22.61 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -6.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 80 | — |
| Standard deviation | 21.95 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 81 | — |
| Standard deviation | 19.82 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.83K | — |
| 3-year earnings growth | 13.42 | — |