Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 85 | — |
| Standard deviation | 3.69 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 79 | — |
| Standard deviation | 3.22 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 68 | — |
| Standard deviation | 3.31 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 14.77K | — |
| 3-year earnings growth | 15.66 | — |