Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 87 | — |
| Standard deviation | 8.43 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 86 | — |
| Standard deviation | 7.61 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 86 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 32.83K | — |
| 3-year earnings growth | 9.28 | — |