Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 89 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 86 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 84 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 179.34K | — |
| 3-year earnings growth | 14.25 | — |