Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 73 | — |
| Standard deviation | 18.41 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 72 | — |
| Standard deviation | 17.84 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 14.02 | — |
| 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) | 1.22 | — |
| Price/Sales (P/S) | 2.72 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 9.17K | — |
| 3-year earnings growth | -0.38 | — |