Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 87 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 78 | — |
| Standard deviation | 16.74 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 75 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 42.13K | — |
| 3-year earnings growth | 4.98 | — |