Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 96 | — |
| Standard deviation | 7.95 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 89 | — |
| Standard deviation | 7.17 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 82 | — |
| Standard deviation | 6.49 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 53.63K | — |
| 3-year earnings growth | 18.59 | — |