Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 95 | — |
| Standard deviation | 7.16 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 88 | — |
| Standard deviation | 6.62 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 73 | — |
| Standard deviation | 6.66 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 211.25K | — |
| 3-year earnings growth | 9.59 | — |