Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 91 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 87 | — |
| Standard deviation | 18.08 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 88 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 4.35K | — |
| 3-year earnings growth | 12.37 | — |