Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.42 | — |
| Beta | 1 | — |
| Mean annual return | -0.42 | — |
| R-squared | 77 | — |
| Standard deviation | 18.09 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -10.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 78 | — |
| Standard deviation | 18.43 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 80 | — |
| Standard deviation | 18.19 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.96 | — |
| Price/Sales (P/S) | 2.67 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 258 | — |
| 3-year earnings growth | 3.49 | — |