Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 87 | — |
| Standard deviation | 15.41 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 87 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 88 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.02 | — |
| Price/Sales (P/S) | 1.86 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 19.46K | — |
| 3-year earnings growth | 0.91 | — |