Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 77 | — |
| Standard deviation | 20.16 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 70 | — |
| Standard deviation | 19.16 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 65 | — |
| Standard deviation | 16.51 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 52.48K | — |
| 3-year earnings growth | 18.53 | — |