Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 87 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 74 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 71 | — |
| Standard deviation | 14.59 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 124.05K | — |
| 3-year earnings growth | 10.81 | — |