Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 12 | — |
| Standard deviation | 5.15 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.15 | — |
| R-squared | 13 | — |
| Standard deviation | 4.98 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 6.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.02 | — |
| R-squared | 23 | — |
| Standard deviation | 5.60 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 1.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 309.99K | — |
| 3-year earnings growth | 16.49 | — |