Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 58 | — |
| Standard deviation | 5.50 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -5.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 61 | — |
| Standard deviation | 6.27 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 55 | — |
| Standard deviation | 6.12 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 127.30K | — |
| 3-year earnings growth | 12.09 | — |