Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 28.84 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -1.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 87 | — |
| Standard deviation | 23.92 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 89 | — |
| Standard deviation | 21.78 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.91 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 24.86K | — |
| 3-year earnings growth | 6.07 | — |