Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 87 | — |
| Standard deviation | 22.08 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 75 | — |
| Standard deviation | 20.17 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 76 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 66.63K | — |
| 3-year earnings growth | 17.06 | — |