Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 86 | — |
| Standard deviation | 5.65 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 72 | — |
| Standard deviation | 5.61 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 43 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 2.52 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 9.65K | — |
| 3-year earnings growth | 0 | — |