Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 78 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 77 | — |
| Standard deviation | 14.53 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 74 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 9.60K | — |
| 3-year earnings growth | 11.49 | — |