Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 94 | — |
| Standard deviation | 26.43 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -5 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 93 | — |
| Standard deviation | 26.02 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 14.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 94 | — |
| Standard deviation | 25.05 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.36 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 1.20K | — |
| 3-year earnings growth | 0 | — |