Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 23.46 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 90 | — |
| Standard deviation | 24.98 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 90 | — |
| Standard deviation | 27.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 12.07K | — |
| 3-year earnings growth | 25.29 | — |