Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 83 | — |
| Standard deviation | 23.17 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 88 | — |
| Standard deviation | 24.37 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 4.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 92 | — |
| Standard deviation | 25.58 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -1.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 71.59K | — |
| 3-year earnings growth | 15.71 | — |