Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 91 | — |
| Standard deviation | 18.37 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -4.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 92 | — |
| Standard deviation | 18.22 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 93 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 160.17K | — |
| 3-year earnings growth | 15.79 | — |