Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 93 | — |
| Standard deviation | 16.32 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 93 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 93 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 234.16K | — |
| 3-year earnings growth | 17.42 | — |