Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 94 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 4.38K | — |
| 3-year earnings growth | 11.88 | — |