Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 79 | — |
| Standard deviation | 18.04 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 81 | — |
| Standard deviation | 20.18 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 72 | — |
| Standard deviation | 19.95 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 102.98K | — |
| 3-year earnings growth | 18.60 | — |