Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 80 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -3.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 85 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 11.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 78 | — |
| Standard deviation | 18.58 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 836 | — |
| 3-year earnings growth | 25.01 | — |