Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 12.53 | — |
| Beta | 1 | — |
| Mean annual return | 2.24 | — |
| R-squared | 39 | — |
| Standard deviation | 28.30 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 26.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 40 | — |
| Standard deviation | 31.58 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 17.34 | — |
| 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) | 0.23 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 21.43K | — |
| 3-year earnings growth | 0 | — |