Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 88 | — |
| Standard deviation | 17.37 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 77 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.75 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 19.48K | — |
| 3-year earnings growth | 9.85 | — |