Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 88 | — |
| Standard deviation | 35.13 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 6.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 84 | — |
| Standard deviation | 33.94 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 11.17 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 2.13K | — |
| 3-year earnings growth | -4.15 | — |