Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 92 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 88 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.14 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 55.98K | — |
| 3-year earnings growth | 13.10 | — |