Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 53 | — |
| Standard deviation | 5.34 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 58 | — |
| Standard deviation | 5.45 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 58 | — |
| Standard deviation | 6.95 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 105.59K | — |
| 3-year earnings growth | 10.20 | — |