Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 48 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 48 | — |
| Standard deviation | 6.66 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 52 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 226.29K | — |
| 3-year earnings growth | 23.11 | — |