Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 100 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 99 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.28 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 39.65K | — |
| 3-year earnings growth | 13.08 | — |