Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 89 | — |
| Standard deviation | 19.02 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 90 | — |
| Standard deviation | 19.38 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.04 | — |
| 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) | 0.25 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 102.65K | — |
| 3-year earnings growth | 18.74 | — |