Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 1.72 | — |
Beta | 1 | — |
Mean annual return | 0.76 | — |
R-squared | 92 | — |
Standard deviation | 14.02 | — |
Sharpe ratio | 0.33 | — |
Treynor ratio | 4.83 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.23 | — |
Price/Sales (P/S) | 0.35 | — |
Price/Cashflow (P/CF) | 0.05 | — |
Median market vapitalization | 18.07K | — |
3-year earnings growth | 33.51 | — |