Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 78 | — |
| Standard deviation | 8.18 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 69 | — |
| Standard deviation | 10.34 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 69 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 307.06K | — |
| 3-year earnings growth | 15.98 | — |