Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 89 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 84 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.02 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 135.92K | — |
| 3-year earnings growth | 21.88 | — |