Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 98 | — |
| Standard deviation | 10.90 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 97 | — |
| Standard deviation | 10.65 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.53 | — |
| 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) | 0.31 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 96.35K | — |
| 3-year earnings growth | 17.96 | — |