Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 97 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 96 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 96 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 175.45K | — |
| 3-year earnings growth | 11.35 | — |