Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 74 | — |
| Standard deviation | 20.63 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 72 | — |
| Standard deviation | 23.40 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 16.41 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 1.54 | — |
| Price/Sales (P/S) | 2.82 | — |
| Price/Cashflow (P/CF) | 0.33 | — |
| Median market vapitalization | 18.87K | — |
| 3-year earnings growth | -14.07 | — |