Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 90 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 62 | — |
| Standard deviation | 20.19 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 67 | — |
| Standard deviation | 20.92 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 31.30K | — |
| 3-year earnings growth | 10.91 | — |