Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 92 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 89 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 82 | — |
| Standard deviation | 14.34 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 17.53K | — |
| 3-year earnings growth | 4.55 | — |