Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 77 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 83 | — |
| Standard deviation | 12.65 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.35 | — |
| 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) | 0.51 | — |
| Price/Sales (P/S) | 1.42 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 8.25K | — |
| 3-year earnings growth | -5.03 | — |