Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 79 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 78 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 80 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 57.71K | — |
| 3-year earnings growth | 12.83 | — |