Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 94 | — |
| Standard deviation | 16.88 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 93 | — |
| Standard deviation | 16.80 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 68 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 5.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 2.66K | — |
| 3-year earnings growth | 4.35 | — |