Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 53 | — |
| Standard deviation | 4.89 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 49 | — |
| Standard deviation | 4.14 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 47 | — |
| Standard deviation | 4.16 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 53.84K | — |
| 3-year earnings growth | 8.87 | — |