Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 82 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 79 | — |
| Standard deviation | 10.02 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 79 | — |
| Standard deviation | 12.05 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 124.10K | — |
| 3-year earnings growth | 13.42 | — |