Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.57 | — |
| R-squared | 97 | — |
| Standard deviation | 26.13 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -12.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 96 | — |
| Standard deviation | 22.59 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 96 | — |
| Standard deviation | 19.98 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.20 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.67K | — |
| 3-year earnings growth | 0 | — |