Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 85 | — |
| Standard deviation | 19.60 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 75 | — |
| Standard deviation | 20.66 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 77 | — |
| Standard deviation | 19.74 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 5.12K | — |
| 3-year earnings growth | 24.24 | — |