Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 77 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 65 | — |
| Standard deviation | 15.39 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 70 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 34.16K | — |
| 3-year earnings growth | -2.89 | — |