Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 56 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 62 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 61 | — |
| Standard deviation | 9.03 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.29K | — |
| 3-year earnings growth | 2.98 | — |