Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 95 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 95 | — |
| Standard deviation | 17.70 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.25 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 35.13K | — |
| 3-year earnings growth | -4.89 | — |