Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 99 | — |
| Standard deviation | 9.01 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 98 | — |
| Standard deviation | 8.44 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 92 | — |
| Standard deviation | 8.13 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 127.40K | — |
| 3-year earnings growth | 16.67 | — |