Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 72 | — |
| Standard deviation | 4.36 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 63 | — |
| Standard deviation | 4.21 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 55 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 43.36K | — |
| 3-year earnings growth | 1.96 | — |