Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 89 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 82 | — |
| Standard deviation | 17.03 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 86 | — |
| Standard deviation | 18.07 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.93 | — |
| Price/Sales (P/S) | 1.31 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.20K | — |
| 3-year earnings growth | 1.45 | — |