Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 49 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 50 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 8.33 | — |
| 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) | 0.16 | — |
| Price/Book (P/B) | 1.27 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 55.36K | — |
| 3-year earnings growth | 15.12 | — |