Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 95 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 95 | — |
| Standard deviation | 18.72 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 95 | — |
| Standard deviation | 18.27 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.17 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 3.72K | — |
| 3-year earnings growth | 18.65 | — |