Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 89 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 91 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.88 | — |
| 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) | 0.26 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 90.52K | — |
| 3-year earnings growth | 14.39 | — |