Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 91 | — |
| Standard deviation | 11.62 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 88 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 82 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 21.72K | — |
| 3-year earnings growth | 2.42 | — |