Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 87 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 47.97K | — |
| 3-year earnings growth | 23.56 | — |