Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 82 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 78 | — |
| Standard deviation | 6.62 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.34 | — |
| 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) | 0.33 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 169.11K | — |
| 3-year earnings growth | 15.75 | — |