Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 77 | — |
| Standard deviation | 13.56 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 61 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.18 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 2.71M | — |
| 3-year earnings growth | 10.77 | — |