Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 63 | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 58 | — |
| Standard deviation | 7.27 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 69 | — |
| Standard deviation | 7.52 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 211.79K | — |
| 3-year earnings growth | 24.44 | — |