Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 85 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 85 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 86 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.02 | — |
| Price/Sales (P/S) | 1.85 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 18.92K | — |
| 3-year earnings growth | 0.79 | — |