Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 52 | — |
| Standard deviation | 11.50 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 51 | — |
| Standard deviation | 13.56 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 7.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 57 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.83 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 5.15K | — |
| 3-year earnings growth | -3.56 | — |