Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 84 | — |
| Standard deviation | 7.91 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 84 | — |
| Standard deviation | 9.71 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 76 | — |
| Standard deviation | 7.74 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 21.90K | — |
| 3-year earnings growth | 12.34 | — |