Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 98 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 98 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 93 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 80.25K | — |
| 3-year earnings growth | 14.97 | — |