Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 80 | — |
| Standard deviation | 5.69 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 76 | — |
| Standard deviation | 5.10 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 73 | — |
| Standard deviation | 4.88 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 51.03K | — |
| 3-year earnings growth | 25.76 | — |