Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 95 | — |
| Standard deviation | 18.32 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 93 | — |
| Standard deviation | 17.54 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 92 | — |
| Standard deviation | 17.62 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 43.85K | — |
| 3-year earnings growth | 16.25 | — |