Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 78 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 15.15 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 98.93K | — |
| 3-year earnings growth | 12.44 | — |