Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.30 | — |
| R-squared | 75 | — |
| Standard deviation | 15.05 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -9.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 73 | — |
| Standard deviation | 15.41 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 55 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 9.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 284 | — |
| 3-year earnings growth | 16.08 | — |