Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 97 | — |
| Standard deviation | 18.03 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 95 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 95 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 70.74K | — |
| 3-year earnings growth | 13.28 | — |