Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 93 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 95 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 97 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 43.19K | — |
| 3-year earnings growth | 13.05 | — |