Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 91 | — |
| Standard deviation | 12.09 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 11.16 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 93 | — |
| Standard deviation | 10.06 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 62.23K | — |
| 3-year earnings growth | 5.43 | — |