Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 79 | — |
| Standard deviation | 13.94 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 77 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 75 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 9.71K | — |
| 3-year earnings growth | 6.51 | — |