Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 84 | — |
| Standard deviation | 16.89 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 14.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 90 | — |
| Standard deviation | 18.81 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 9.71K | — |
| 3-year earnings growth | 27.01 | — |