Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 21.24 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 89 | — |
| Standard deviation | 19.47 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 183.12K | — |
| 3-year earnings growth | 19.19 | — |