Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 96 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 96 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 8.66 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 47.80K | — |
| 3-year earnings growth | 13.56 | — |