Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 96 | — |
| Standard deviation | 28.72 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -1.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 88 | — |
| Standard deviation | 23.70 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 21.63 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 24.67K | — |
| 3-year earnings growth | 10.13 | — |