Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 88 | — |
| Standard deviation | 21.59 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 2.06 | — |
| R-squared | 92 | — |
| Standard deviation | 29.37 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 16.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 28.89 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.27 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 53.74K | — |
| 3-year earnings growth | 15.28 | — |