Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 83 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -2.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 83 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 84 | — |
| Standard deviation | 7.74 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 171.96K | — |
| 3-year earnings growth | 13.78 | — |