Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 86 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 90 | — |
| Standard deviation | 16.65 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 92 | — |
| Standard deviation | 17.19 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 31.09K | — |
| 3-year earnings growth | 21.82 | — |