Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 86 | — |
| Standard deviation | 19.67 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 85 | — |
| Standard deviation | 18.34 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 86 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 258.70K | — |
| 3-year earnings growth | 17.01 | — |