Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 99 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 99 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 99 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.56K | — |
| 3-year earnings growth | 10.86 | — |