Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 88 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 84 | — |
| Standard deviation | 7.95 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 77 | — |
| Standard deviation | 7.29 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 175.56K | — |
| 3-year earnings growth | 16.25 | — |