Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 91 | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 90 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 9.39 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.58K | — |
| 3-year earnings growth | 13.23 | — |