Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 10.27 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 93 | — |
| Standard deviation | 9.87 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 90 | — |
| Standard deviation | 9.54 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 79.33K | — |
| 3-year earnings growth | 16.56 | — |