Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 97 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 94 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 92 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 108.30K | — |
| 3-year earnings growth | 13.68 | — |