Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 67 | — |
| Standard deviation | 7.35 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 65 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 60 | — |
| Standard deviation | 7.32 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 53.97K | — |
| 3-year earnings growth | 5.73 | — |