Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 12.53 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 85 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.61 | — |
| 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) | 0.64 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 10.77K | — |
| 3-year earnings growth | 5.09 | — |