Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 97 | — |
| Standard deviation | 7.71 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 95 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 89 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 67.75K | — |
| 3-year earnings growth | 18.39 | — |