Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 86 | — |
| Standard deviation | 16.61 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -7.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 87 | — |
| Standard deviation | 17.75 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 86 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 142.54K | — |
| 3-year earnings growth | 16.97 | — |