Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 86 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 89 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 85 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 1.39 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 10.28K | — |
| 3-year earnings growth | 12.48 | — |