Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 80 | — |
| Standard deviation | 8.88 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 80 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 84 | — |
| Standard deviation | 7.64 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 38.92K | — |
| 3-year earnings growth | 4.23 | — |