Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 11.52 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 86 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.81 | — |
| Price/Sales (P/S) | 1.51 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 13.70K | — |
| 3-year earnings growth | 3.07 | — |