Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 9.63 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 10.05 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 88 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 30.53K | — |
| 3-year earnings growth | 6.46 | — |