Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 95 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 90 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 94 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 49.15K | — |
| 3-year earnings growth | 17.49 | — |