Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 37 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -4.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 31 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 21 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 1.24 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 862 | — |
| 3-year earnings growth | 0 | — |