Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 86 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 86 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 34.96K | — |
| 3-year earnings growth | 13.21 | — |