Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 85 | — |
| Standard deviation | 19.60 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 75 | — |
| Standard deviation | 20.64 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 77 | — |
| Standard deviation | 19.74 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 5.02K | — |
| 3-year earnings growth | 24.25 | — |