Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 87 | — |
| Standard deviation | 10.31 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 84 | — |
| Standard deviation | 10.46 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 11.23 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 39.50K | — |
| 3-year earnings growth | 9.41 | — |