Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 89 | — |
| Standard deviation | 21.02 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 86 | — |
| Standard deviation | 20.25 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 87 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 33.73K | — |
| 3-year earnings growth | 15.62 | — |