Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 77 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 74 | — |
| Standard deviation | 18.93 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 78 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 17.19K | — |
| 3-year earnings growth | 11.79 | — |