Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 94 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 14.35 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 88 | — |
| Standard deviation | 12.69 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 68.90K | — |
| 3-year earnings growth | -2.37 | — |