Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 90 | — |
| Standard deviation | 7.15 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 82 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -1.54 | — |
| 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) | 0.17 | — |
| Price/Book (P/B) | 1.39 | — |
| Price/Sales (P/S) | 2.21 | — |
| Price/Cashflow (P/CF) | 0.43 | — |
| Median market vapitalization | 7.49K | — |
| 3-year earnings growth | 0.75 | — |