Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 89 | — |
| Standard deviation | 20.19 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 91 | — |
| Standard deviation | 21.01 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 94 | — |
| Standard deviation | 22.91 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 45.19K | — |
| 3-year earnings growth | 0 | — |