Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 97 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 95 | — |
| Standard deviation | 8.06 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 84 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 234.57K | — |
| 3-year earnings growth | 15.69 | — |