Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 97 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 95 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 51.41K | — |
| 3-year earnings growth | 3.97 | — |