Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 89 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 85 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 18.35 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.27 | — |
| Median market vapitalization | 2.36M | — |
| 3-year earnings growth | 20.21 | — |