Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 70 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 69 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 76 | — |
| Standard deviation | 15.70 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 1.76K | — |
| 3-year earnings growth | -2.04 | — |