Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 85 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 85 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 86 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 203.03K | — |
| 3-year earnings growth | 16.14 | — |