Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 98 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 97 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 96 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.23M | — |
| 3-year earnings growth | 16.46 | — |