Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 89 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 82 | — |
| Standard deviation | 14.63 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 85 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 26.34K | — |
| 3-year earnings growth | 11.81 | — |