Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 87 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 84 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 85 | — |
| Standard deviation | 14.35 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 23.68K | — |
| 3-year earnings growth | 1.04 | — |