Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 91 | — |
| Standard deviation | 17.36 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 92 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 93 | — |
| Standard deviation | 16 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 81.69K | — |
| 3-year earnings growth | 7.22 | — |