Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 95 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 91 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 93 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 25.30K | — |
| 3-year earnings growth | 16.39 | — |