Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 89 | — |
| Standard deviation | 16.53 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 84 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 97.66K | — |
| 3-year earnings growth | 10.93 | — |