Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 87 | — |
| Standard deviation | 12.94 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 80 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 82 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 17.32K | — |
| 3-year earnings growth | 17.81 | — |