Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 82 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 79 | — |
| Standard deviation | 7.50 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.01 | — |
| 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) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 39.74K | — |
| 3-year earnings growth | 7.71 | — |