Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 79 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 80 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 83 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 44.57K | — |
| 3-year earnings growth | 8.54 | — |