Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 82 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 82 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 86 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 15.16K | — |
| 3-year earnings growth | 21.43 | — |