Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 83 | — |
| Standard deviation | 33.89 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 8.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 76 | — |
| Standard deviation | 31.90 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -2.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 82 | — |
| Standard deviation | 37.22 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 6.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 4.06K | — |
| 3-year earnings growth | 9.67 | — |