Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 80 | — |
| Standard deviation | 18.92 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 82 | — |
| Standard deviation | 19.22 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 83 | — |
| Standard deviation | 19.58 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.78 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 16.79K | — |
| 3-year earnings growth | 11.86 | — |