Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 20.24 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 95 | — |
| Standard deviation | 19.10 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 94 | — |
| Standard deviation | 17.53 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 12.68K | — |
| 3-year earnings growth | 6.55 | — |