Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 90 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 88 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 87 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.63K | — |
| 3-year earnings growth | 5.61 | — |