Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 84 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 83 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 77 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 138.76K | — |
| 3-year earnings growth | 19.84 | — |