Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 96 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 96 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 96 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 13.60K | — |
| 3-year earnings growth | 14.04 | — |