Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 78 | — |
| Standard deviation | 4.33 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 62 | — |
| Standard deviation | 4.18 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 33 | — |
| Standard deviation | 4.04 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 27.14K | — |
| 3-year earnings growth | 0 | — |