Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 90 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 82 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 14.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 1.82 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 708 | — |
| 3-year earnings growth | 0 | — |