Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 95 | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 93 | — |
| Standard deviation | 11.94 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.23 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 69.45K | — |
| 3-year earnings growth | 11.03 | — |