Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 96 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 97 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.60 | — |
| 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) | 0.42 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 653.06K | — |
| 3-year earnings growth | 9.32 | — |