Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 74 | — |
| Standard deviation | 13.68 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 75 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 79 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.14 | — |
| Price/Book (P/B) | 1.49 | — |
| Price/Sales (P/S) | 1.04 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 19.12K | — |
| 3-year earnings growth | 11.27 | — |