Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 94 | — |
| Standard deviation | 11.86 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 93 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 6.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 86 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 16.57K | — |
| 3-year earnings growth | 4.25 | — |