Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 96 | — |
| Standard deviation | 28.85 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 87 | — |
| Standard deviation | 23.96 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 22.30 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.94 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 26.31K | — |
| 3-year earnings growth | 4.96 | — |