Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 73 | — |
| Standard deviation | 7.74 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 74 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 77 | — |
| Standard deviation | 9.69 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 106.28K | — |
| 3-year earnings growth | 9.74 | — |