Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 13 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 14 | — |
| Standard deviation | 4.85 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 28 | — |
| Standard deviation | 5.53 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 309.99K | — |
| 3-year earnings growth | 16.49 | — |