Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 79 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 83 | — |
| Standard deviation | 7.60 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 87 | — |
| Standard deviation | 9.13 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 80.60K | — |
| 3-year earnings growth | 8.88 | — |