Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 54 | — |
| Standard deviation | 16.65 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 9.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 61 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 15.86 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 51.02K | — |
| 3-year earnings growth | 31.37 | — |