Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 97 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 97 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 96 | — |
| Standard deviation | 15.70 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 42.93K | — |
| 3-year earnings growth | -1.96 | — |