Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 90 | — |
| Standard deviation | 9.90 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 86 | — |
| Standard deviation | 9.91 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 89 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 124.71K | — |
| 3-year earnings growth | 17.44 | — |