Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 65 | — |
| Standard deviation | 18.21 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 61 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 10.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 65 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.80 | — |
| Price/Sales (P/S) | 1.62 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 31.96K | — |
| 3-year earnings growth | 0 | — |