Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 100 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 100 | — |
| Standard deviation | 16.25 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 100 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 39.54K | — |
| 3-year earnings growth | 13.15 | — |