Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 7.10 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 84 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 86 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 107.71K | — |
| 3-year earnings growth | 4.39 | — |