Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 94 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 89 | — |
| Standard deviation | 11.32 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 91 | — |
| Standard deviation | 11.58 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 39.02K | — |
| 3-year earnings growth | -1.22 | — |