Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 89 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 63 | — |
| Standard deviation | 20.56 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 68 | — |
| Standard deviation | 21.21 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 33.47K | — |
| 3-year earnings growth | 12.71 | — |