Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -3.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 93 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 94 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 65.94K | — |
| 3-year earnings growth | 10.16 | — |