Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 85 | — |
| Standard deviation | 16.62 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 11.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 90 | — |
| Standard deviation | 18.79 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.14 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 10.41K | — |
| 3-year earnings growth | 17.14 | — |