Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 74 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 10.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 79 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.72 | — |
| 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) | 0.36 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 20.23K | — |
| 3-year earnings growth | 11.43 | — |