Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 76 | — |
| Standard deviation | 4.62 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 70 | — |
| Standard deviation | 4.28 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.78 | — |
| 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) | 0.37 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 86.01K | — |
| 3-year earnings growth | 6.12 | — |