Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 94 | — |
| Standard deviation | 7.48 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 91 | — |
| Standard deviation | 7.09 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 85 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 67.70K | — |
| 3-year earnings growth | 18.40 | — |