Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 82 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 81 | — |
| Standard deviation | 16.53 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 83 | — |
| Standard deviation | 18.91 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 28.34K | — |
| 3-year earnings growth | 7.60 | — |