Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.53 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 98 | — |
| Standard deviation | 24.81 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -3.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.47 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 98 | — |
| Standard deviation | 23.33 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 97 | — |
| Standard deviation | 19.13 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.42 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.04K | — |
| 3-year earnings growth | 6.99 | — |