Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 85 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 85 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 88 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 62.47K | — |
| 3-year earnings growth | 7.52 | — |