Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 68 | — |
| Standard deviation | 7.83 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 69 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 65 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 21.19K | — |
| 3-year earnings growth | 7.27 | — |