Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 82 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -5.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 86 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 62.83K | — |
| 3-year earnings growth | 0.33 | — |