Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 66 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 64 | — |
| Standard deviation | 16.43 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.21 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 1.20 | — |
| Price/Sales (P/S) | 1.80 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 6.06K | — |
| 3-year earnings growth | -4.84 | — |