Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 85 | — |
| Standard deviation | 13.84 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 83 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 82 | — |
| Standard deviation | 16.34 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.83 | — |
| Price/Sales (P/S) | 1.36 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 4.17K | — |
| 3-year earnings growth | 5.67 | — |