Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 92 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 93 | — |
| Standard deviation | 13.31 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 77 | — |
| Standard deviation | 13.51 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.83K | — |
| 3-year earnings growth | 6.48 | — |