Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 88 | — |
| Standard deviation | 16.65 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 87 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 84 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 61.98K | — |
| 3-year earnings growth | 21.76 | — |