Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 78 | — |
| Standard deviation | 27.39 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -4.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 78 | — |
| Standard deviation | 25.86 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.92 | — |
| R-squared | — | — |
| Standard deviation | 22.09 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 21.51K | — |
| 3-year earnings growth | 17.10 | — |