Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 89 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 93 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 94 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 42.54K | — |
| 3-year earnings growth | 16.82 | — |