Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 63 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 72 | — |
| Standard deviation | 16.52 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 74 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 60.34K | — |
| 3-year earnings growth | 16.95 | — |