Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 82 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 80 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 10.96 | — |
| 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) | 0.24 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 161.23K | — |
| 3-year earnings growth | 21.10 | — |