Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 91 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 91 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.22 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 4.56K | — |
| 3-year earnings growth | 7.70 | — |