Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 84 | — |
| Standard deviation | 19.59 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -4.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 83 | — |
| Standard deviation | 19.37 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 9.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 84 | — |
| Standard deviation | 19.96 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 42.83K | — |
| 3-year earnings growth | 8.82 | — |