Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 88 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 91 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.95 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 25.41K | — |
| 3-year earnings growth | 15.05 | — |