Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.40 | — |
| R-squared | 77 | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | -0.66 | — |
| Treynor ratio | -14.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 76 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 81 | — |
| Standard deviation | 15.87 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 417 | — |
| 3-year earnings growth | 9.11 | — |