Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 87 | — |
| Standard deviation | 12.73 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 82 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 82 | — |
| Standard deviation | 16.69 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 15.18K | — |
| 3-year earnings growth | 17.15 | — |