Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 93 | — |
| Standard deviation | 17.08 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 91 | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 92 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 6.09K | — |
| 3-year earnings growth | 15.97 | — |