Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 86 | — |
| Standard deviation | 8.03 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 7.80 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 89 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 64.98K | — |
| 3-year earnings growth | 10.25 | — |