Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 94 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 95 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.08 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 149.39K | — |
| 3-year earnings growth | 15.35 | — |