Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 79 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 79 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 81 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 68.05K | — |
| 3-year earnings growth | 5.70 | — |