Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 90 | — |
| Standard deviation | 20.66 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 90 | — |
| Standard deviation | 24.58 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.13 | — |
| 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) | 0.12 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 13.09K | — |
| 3-year earnings growth | 13.98 | — |