Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 62 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -1.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 60 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 60 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 13.89K | — |
| 3-year earnings growth | 9.79 | — |