Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 89 | — |
| Standard deviation | 9.46 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 87 | — |
| Standard deviation | 8.87 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 47.81K | — |
| 3-year earnings growth | 1.09 | — |