Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 82 | — |
| Standard deviation | 21.45 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 80 | — |
| Standard deviation | 21.37 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.43 | — |
| 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) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 27.81K | — |
| 3-year earnings growth | 11.76 | — |