Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 93 | — |
| Standard deviation | 14.03 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -3.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 90 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 77.62K | — |
| 3-year earnings growth | 4.42 | — |