Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 95 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -3.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 93 | — |
| Standard deviation | 16.98 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 93 | — |
| Standard deviation | 17.61 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 47.15K | — |
| 3-year earnings growth | 15.99 | — |