Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.42 | — |
R-squared | — | — |
Standard deviation | 12.44 | — |
Sharpe ratio | 0.04 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.68 | — |
R-squared | — | — |
Standard deviation | 13.02 | — |
Sharpe ratio | 0.40 | — |
Treynor ratio | — | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.35 | — |
R-squared | — | — |
Standard deviation | 12.42 | — |
Sharpe ratio | 0.18 | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.06 | — |
Price/Book (P/B) | 0.38 | — |
Price/Sales (P/S) | 0.39 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 41.65K | — |
3-year earnings growth | 12.15 | — |