Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 89 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 88 | — |
| Standard deviation | 13.32 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.77 | — |
| 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) | 0.32 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 8.66K | — |
| 3-year earnings growth | 6.62 | — |