Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 78 | — |
| Standard deviation | 8.19 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 69 | — |
| Standard deviation | 10.35 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 69 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 291.85K | — |
| 3-year earnings growth | 17.38 | — |