Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 11.32 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.43 | — |
| 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) | 0.65 | — |
| Price/Sales (P/S) | 1.04 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 14.50K | — |
| 3-year earnings growth | 3.80 | — |