Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 93 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 15.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 93 | — |
| Standard deviation | 17.43 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 16.55 | — |
| 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) | 0.68 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 5.52K | — |
| 3-year earnings growth | 17.65 | — |