Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 94 | — |
| Standard deviation | 16.53 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 95 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 97 | — |
| Standard deviation | 17.36 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 40.37K | — |
| 3-year earnings growth | 13.36 | — |