Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 93 | — |
| Standard deviation | 18.29 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 47.49K | — |
| 3-year earnings growth | 10.97 | — |