Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 88 | — |
| Standard deviation | 17.67 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -4.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 88 | — |
| Standard deviation | 18.11 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 87 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.28 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 868 | — |
| 3-year earnings growth | 17.68 | — |