Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.55 | — |
| Beta | 1 | — |
| Mean annual return | -0.23 | — |
| R-squared | 91 | — |
| Standard deviation | 18.46 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -8.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 90 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 91 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.24K | — |
| 3-year earnings growth | 17.02 | — |