Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 92 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -5.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 92 | — |
| Standard deviation | 13.24 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 14.26 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 139.02K | — |
| 3-year earnings growth | 6.97 | — |