Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 92 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 93 | — |
| Standard deviation | 18.92 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.53 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 59.12K | — |
| 3-year earnings growth | 6.37 | — |