Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 99 | — |
| Standard deviation | 9.01 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 98 | — |
| Standard deviation | 8.44 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 92 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 127.40K | — |
| 3-year earnings growth | 16.67 | — |