Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 93 | — |
| Standard deviation | 25.82 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -4.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 93 | — |
| Standard deviation | 24.93 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 9.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 91 | — |
| Standard deviation | 19.98 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 14.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 21.14K | — |
| 3-year earnings growth | 14.69 | — |