Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 96 | — |
| Standard deviation | 9.74 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 94 | — |
| Standard deviation | 8.95 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 85 | — |
| Standard deviation | 8.27 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 111.18K | — |
| 3-year earnings growth | 20.64 | — |