Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 95 | — |
| Standard deviation | 5.77 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 89 | — |
| Standard deviation | 5.30 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 81 | — |
| Standard deviation | 5.18 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 83.51K | — |
| 3-year earnings growth | 12.68 | — |