Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 98 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 97 | — |
| Standard deviation | 9.15 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 93 | — |
| Standard deviation | 8.58 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 123.82K | — |
| 3-year earnings growth | 8.36 | — |