Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 79 | — |
| Standard deviation | 25.72 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 74 | — |
| Standard deviation | 27.61 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.42 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 106.82K | — |
| 3-year earnings growth | 32.13 | — |