Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 84 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 86 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 86 | — |
| Standard deviation | 16.62 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 139.90K | — |
| 3-year earnings growth | 15.15 | — |