Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 12.51 | — |
Beta | 1 | — |
Mean annual return | 2.29 | — |
R-squared | 42 | — |
Standard deviation | 29.10 | — |
Sharpe ratio | 0.79 | — |
Treynor ratio | 25.42 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.23 | — |
Price/Sales (P/S) | 0.65 | — |
Price/Cashflow (P/CF) | 0.08 | — |
Median market vapitalization | 21.43K | — |
3-year earnings growth | 0 | — |