Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 96 | — |
| Standard deviation | 36.47 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 94 | — |
| Standard deviation | 35.69 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 93 | — |
| Standard deviation | 38.92 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 7.06K | — |
| 3-year earnings growth | 3.06 | — |