Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 80 | — |
| Standard deviation | 21.78 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 85 | — |
| Standard deviation | 22.44 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 87 | — |
| Standard deviation | 21.15 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 719.89K | — |
| 3-year earnings growth | 13.80 | — |