Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 87 | — |
| Standard deviation | 18.42 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 86 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 85 | — |
| Standard deviation | 17.97 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 22.72K | — |
| 3-year earnings growth | 15.29 | — |