Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 91 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 88 | — |
| Standard deviation | 14.23 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.71 | — |
| 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) | 0.48 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 53.49K | — |
| 3-year earnings growth | 10.67 | — |