Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 91 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 66 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 9.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 1.19 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 3.48K | — |
| 3-year earnings growth | 22.08 | — |