Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 72 | — |
| Standard deviation | 10.33 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 62 | — |
| Standard deviation | 10.38 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 74 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 57.55K | — |
| 3-year earnings growth | 13.64 | — |