Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 84 | — |
| Standard deviation | 17.53 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 87 | — |
| Standard deviation | 17.67 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 87 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 111.93K | — |
| 3-year earnings growth | 18.18 | — |