Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 45 | — |
| Standard deviation | 23.36 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 8.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -12.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 57 | — |
| Standard deviation | 24.70 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -3.24 | — |
| 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) | 0.16 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 37.45K | — |
| 3-year earnings growth | 20.81 | — |