Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 90 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 87 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 89 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 140.06K | — |
| 3-year earnings growth | 10.23 | — |