Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 92 | — |
| Standard deviation | 18.38 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 94 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 93 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 16.47K | — |
| 3-year earnings growth | 21.77 | — |