Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 87 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 88 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 62.61K | — |
| 3-year earnings growth | 9.76 | — |