Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 87 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 88 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 87 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 156.49K | — |
| 3-year earnings growth | 15.32 | — |