Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 51 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -3.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 50 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 14.81 | — |
| 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) | 0.12 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 10.11K | — |
| 3-year earnings growth | 19.95 | — |