Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 96 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 93 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 94 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 49.29K | — |
| 3-year earnings growth | 8.54 | — |