Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 91 | — |
| Standard deviation | 19.16 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 89 | — |
| Standard deviation | 18.24 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 68.19K | — |
| 3-year earnings growth | 11.73 | — |