Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 20.01 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 92 | — |
| Standard deviation | 20.78 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.21 | — |
| 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) | 0.17 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 56.36K | — |
| 3-year earnings growth | 14.20 | — |