Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 98 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 97 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.98 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.07M | — |
| 3-year earnings growth | 12.13 | — |