Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 73 | — |
| Standard deviation | 8.91 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 72 | — |
| Standard deviation | 9.49 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 71 | — |
| Standard deviation | 8.95 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 15.19K | — |
| 3-year earnings growth | 5.42 | — |