Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 89 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 83 | — |
| Standard deviation | 5.94 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 83 | — |
| Standard deviation | 5.48 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 100.98K | — |
| 3-year earnings growth | 15.03 | — |