Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 78 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 83 | — |
| Standard deviation | 10.09 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 83 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.12K | — |
| 3-year earnings growth | 17.49 | — |