Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 85 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 84 | — |
| Standard deviation | 12.80 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 84 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 54.46K | — |
| 3-year earnings growth | 22.99 | — |