Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 91 | — |
| Standard deviation | 15.20 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 90 | — |
| Standard deviation | 15.85 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 92 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 12.51K | — |
| 3-year earnings growth | 30.43 | — |