Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 92 | — |
| Standard deviation | 21.65 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 20.69 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.50 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 70.32K | — |
| 3-year earnings growth | 17.30 | — |