Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -1.84 | — |
Beta | 1 | — |
Mean annual return | 0.38 | — |
R-squared | 96 | — |
Standard deviation | 9.88 | — |
Sharpe ratio | 0.21 | — |
Treynor ratio | 1.91 | — |
5 year | Return | Category |
---|---|---|
Alpha | -1.01 | — |
Beta | 1 | — |
Mean annual return | 0.78 | — |
R-squared | 96 | — |
Standard deviation | 9.48 | — |
Sharpe ratio | 0.85 | — |
Treynor ratio | 9.73 | — |
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) | 0.49 | — |
Price/Sales (P/S) | 0.88 | — |
Price/Cashflow (P/CF) | 0.10 | — |
Median market vapitalization | 45.75K | — |
3-year earnings growth | 12.17 | — |