Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 81 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 74 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 13.28 | — |
| 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) | 0.60 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 2.31K | — |
| 3-year earnings growth | 15.58 | — |