Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 86 | — |
| Standard deviation | 15.41 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 87 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 87 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 10.94K | — |
| 3-year earnings growth | 2.65 | — |