Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 83 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 82 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 163.31K | — |
| 3-year earnings growth | 5.69 | — |