Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 91 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 87 | — |
| Standard deviation | 7.57 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 88 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 94.87K | — |
| 3-year earnings growth | 13.72 | — |