Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -15.38 | — |
| Beta | 1 | — |
| Mean annual return | -0.19 | — |
| R-squared | 62 | — |
| Standard deviation | 30.60 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -14.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 55 | — |
| Standard deviation | 31.91 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 7.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 58 | — |
| Standard deviation | 34.69 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 11.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 154 | — |
| 3-year earnings growth | 0 | — |