Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 88 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 87 | — |
| Standard deviation | 17 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.88 | — |
| Price/Sales (P/S) | 1.39 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 11.17K | — |
| 3-year earnings growth | 20.50 | — |