Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 91 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 85 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.68 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 43.94K | — |
| 3-year earnings growth | 8.92 | — |