Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 18.48 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 4.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 77 | — |
| Standard deviation | 17.10 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 26.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 81 | — |
| Standard deviation | 18.76 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 32.50K | — |
| 3-year earnings growth | 0 | — |