Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 64 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 64 | — |
| Standard deviation | 6.32 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 54 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 238.67K | — |
| 3-year earnings growth | 21.67 | — |