Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 93 | — |
| Standard deviation | 15.85 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 91 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 196.23K | — |
| 3-year earnings growth | 15.48 | — |