Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 96 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 92 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.39 | — |
| 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) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 187.46K | — |
| 3-year earnings growth | 11.52 | — |