Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 92 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 89 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 90 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 27.80K | — |
| 3-year earnings growth | 13.09 | — |