Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 82 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 83 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 88 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 29.34K | — |
| 3-year earnings growth | 13.43 | — |