Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 91 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 91 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.83 | — |
| Price/Sales (P/S) | 1.56 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 7.02K | — |
| 3-year earnings growth | 0.38 | — |