Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 83 | — |
| Standard deviation | 17.86 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 74 | — |
| Standard deviation | 20.22 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 77 | — |
| Standard deviation | 19.84 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 5.34K | — |
| 3-year earnings growth | 25.51 | — |