Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 92 | — |
| Standard deviation | 16.34 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 16.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 92 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 8.83K | — |
| 3-year earnings growth | 19.83 | — |