Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 8 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.62 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 18 | — |
| Standard deviation | 5.04 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 28 | — |
| Standard deviation | 5.47 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 253.60K | — |
| 3-year earnings growth | 13.02 | — |