Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 90 | — |
| Standard deviation | 9.42 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 86 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.59 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 132.53K | — |
| 3-year earnings growth | 17.78 | — |