Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 90 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 10.72 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 92 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 114.48K | — |
| 3-year earnings growth | 13.46 | — |