Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 92 | — |
| Standard deviation | 18.38 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 94 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 93 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 16.14K | — |
| 3-year earnings growth | 15.39 | — |