Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 94 | — |
| Standard deviation | 24.11 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.99 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 94 | — |
| Standard deviation | 22.64 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 94 | — |
| Standard deviation | 19.43 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 9.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 281.34K | — |
| 3-year earnings growth | 20.11 | — |