Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 20.10 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 91 | — |
| Standard deviation | 21.10 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.90 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.09K | — |
| 3-year earnings growth | 5.64 | — |