Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -2.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 75 | — |
| Standard deviation | 4.57 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 74 | — |
| Standard deviation | 4.59 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 8.40K | — |
| 3-year earnings growth | 2.14 | — |