Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 84 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -8.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 83 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 86 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 254.58K | — |
| 3-year earnings growth | 22.83 | — |