Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 92 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 94 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 67.25K | — |
| 3-year earnings growth | 2.28 | — |