Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 83 | — |
| Standard deviation | 18.96 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -5.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 78 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.66 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 1.47K | — |
| 3-year earnings growth | 17.73 | — |