Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 96 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 94 | — |
| Standard deviation | 14.26 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 12.30 | — |
| 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) | 0.28 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 3.37M | — |
| 3-year earnings growth | 28.92 | — |