Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 74 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 73 | — |
| Standard deviation | 13.83 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 77 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 1.27 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 16.26K | — |
| 3-year earnings growth | 5.12 | — |