Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 87 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 90 | — |
| Standard deviation | 17.77 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 89 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 59.18K | — |
| 3-year earnings growth | 11 | — |