Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 78 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 82 | — |
| Standard deviation | 8.10 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 85 | — |
| Standard deviation | 10.05 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 95.96K | — |
| 3-year earnings growth | 18.12 | — |