Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 82 | — |
| Standard deviation | 11.49 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 78 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 72 | — |
| Standard deviation | 8.13 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 66.21K | — |
| 3-year earnings growth | 12.89 | — |