Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 76 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 75 | — |
| Standard deviation | 14.09 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 8.06 | — |
| 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) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 44.11K | — |
| 3-year earnings growth | -1.28 | — |