Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 97 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 98 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.67 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 59.16K | — |
| 3-year earnings growth | 9.33 | — |