Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 81 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 7.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 9.91 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.88 | — |
| 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) | 0.22 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 459.56K | — |
| 3-year earnings growth | 12.84 | — |