Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 89 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 85 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.55K | — |
| 3-year earnings growth | 20.85 | — |