Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 96 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 95 | — |
| Standard deviation | 17.27 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.03 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 65.56K | — |
| 3-year earnings growth | 26.31 | — |