Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | -0.34 | — |
| R-squared | 87 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -8.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 86 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.52 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 2.16 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 838 | — |
| 3-year earnings growth | 21.44 | — |