Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 70 | — |
| Standard deviation | 19.63 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 61 | — |
| Standard deviation | 18.99 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 69 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 74.08K | — |
| 3-year earnings growth | 15.76 | — |