Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 95 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 96 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 98 | — |
| Standard deviation | 18.96 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 35.98K | — |
| 3-year earnings growth | 23.12 | — |