Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 76 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 82 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 87 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 10.18K | — |
| 3-year earnings growth | 9.15 | — |