Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 96 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 97 | — |
| Standard deviation | 18.36 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.61 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.83K | — |
| 3-year earnings growth | 6.22 | — |