Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 98 | — |
| Standard deviation | 20.74 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 98 | — |
| Standard deviation | 19.28 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.19 | — |
| 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) | 0.47 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 468.31K | — |
| 3-year earnings growth | 1.18 | — |