Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 88 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -3.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 80 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 80 | — |
| Standard deviation | 18.32 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 30.40K | — |
| 3-year earnings growth | 25.31 | — |