Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 97 | — |
| Standard deviation | 9.01 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 96 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.98 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 92.56K | — |
| 3-year earnings growth | 23.81 | — |