Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 78 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -1.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 78 | — |
| Standard deviation | 5.20 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 80 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 59.20K | — |
| 3-year earnings growth | 14.31 | — |