Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 86 | — |
| Standard deviation | 5.92 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 76 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 73 | — |
| Standard deviation | 5.20 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 52.60K | — |
| 3-year earnings growth | 15.42 | — |