Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 35 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.30 | — |
| R-squared | 38 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.64 | — |
| 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) | 0.08 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 1.54 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 2.71K | — |
| 3-year earnings growth | 19.53 | — |