Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 97 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 96 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 67.76K | — |
| 3-year earnings growth | 7.50 | — |