Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 82 | — |
| Standard deviation | 21.44 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 80 | — |
| Standard deviation | 21.35 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 19.67 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 27.81K | — |
| 3-year earnings growth | 11.76 | — |