Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 67 | — |
| Standard deviation | 25.58 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | -0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 66 | — |
| Standard deviation | 25.36 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 16.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 59 | — |
| Standard deviation | 21.61 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 187.21K | — |
| 3-year earnings growth | 27.49 | — |