Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 86 | — |
| Standard deviation | 18.72 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 78 | — |
| Standard deviation | 19.18 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 80 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 22.60K | — |
| 3-year earnings growth | 17.05 | — |