Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 96 | — |
| Standard deviation | 9.46 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 95 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 95 | — |
| Standard deviation | 8.58 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 89.34K | — |
| 3-year earnings growth | 12.03 | — |