Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 18.36 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 94 | — |
| Standard deviation | 17.71 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 93 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 16.47K | — |
| 3-year earnings growth | 21.77 | — |