Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 100 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -3.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 99 | — |
| Standard deviation | 16.67 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 99 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 49.13K | — |
| 3-year earnings growth | 13.16 | — |