Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 98 | — |
| Standard deviation | 21.46 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -4.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 97 | — |
| Standard deviation | 21.56 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 95 | — |
| Standard deviation | 21.45 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 46.83K | — |
| 3-year earnings growth | 3.29 | — |