Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 95 | — |
| Standard deviation | 16.61 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 95 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 95 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 102.95K | — |
| 3-year earnings growth | 13.52 | — |