Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 79 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 82 | — |
| Standard deviation | 9.09 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 84 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 19.98K | — |
| 3-year earnings growth | 10.99 | — |