Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 66 | — |
| Standard deviation | 5.50 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 57 | — |
| Standard deviation | 5.34 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 59 | — |
| Standard deviation | 5.58 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 88.38K | — |
| 3-year earnings growth | 14.80 | — |