Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 61 | — |
| Standard deviation | 4.57 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 59 | — |
| Standard deviation | 4.29 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 57 | — |
| Standard deviation | 4.86 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 57.62K | — |
| 3-year earnings growth | 4.54 | — |