Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 83 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 85 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 84 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 148.98K | — |
| 3-year earnings growth | 13.09 | — |