Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 17.39 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 90 | — |
| Standard deviation | 19.09 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.62 | — |
| 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) | 0.16 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 65.53K | — |
| 3-year earnings growth | 15.48 | — |