Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 62 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -4.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 63 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 73 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.26 | — |
| Median market vapitalization | 139.43K | — |
| 3-year earnings growth | 27 | — |