Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 96 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 92 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 92 | — |
| Standard deviation | 17 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 54.27K | — |
| 3-year earnings growth | 12.61 | — |