Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 83 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 69 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 75 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.53K | — |
| 3-year earnings growth | 24.61 | — |