Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 70 | — |
| Standard deviation | 19.07 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 68 | — |
| Standard deviation | 23.08 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 14.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 76 | — |
| Standard deviation | 23.08 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 2.06 | — |
| Price/Sales (P/S) | 4.28 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 3.48K | — |
| 3-year earnings growth | 0 | — |