Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 92 | — |
| Standard deviation | 18.97 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 93 | — |
| Standard deviation | 17.51 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 94 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 63.41K | — |
| 3-year earnings growth | 2.50 | — |