Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 92 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 93 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 94 | — |
| Standard deviation | 20.20 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 22.95K | — |
| 3-year earnings growth | 19.23 | — |