Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 65 | — |
| Standard deviation | 6.41 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -2.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 64 | — |
| Standard deviation | 6.53 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 7.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 65 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 9.64K | — |
| 3-year earnings growth | 12.26 | — |