Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 91 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 90 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 91 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 5.38K | — |
| 3-year earnings growth | 17.62 | — |