Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.29 | — |
| R-squared | — | — |
| Standard deviation | 25.05 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.65 | — |
| R-squared | — | — |
| Standard deviation | 24.27 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.40 | — |
| R-squared | — | — |
| Standard deviation | 22.48 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 57.65K | — |
| 3-year earnings growth | 9.86 | — |