Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 87 | — |
| Standard deviation | 20.68 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 89 | — |
| Standard deviation | 19.41 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 90 | — |
| Standard deviation | 17.51 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 13.23K | — |
| 3-year earnings growth | 10.55 | — |