Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 99 | — |
| Standard deviation | 24.79 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -2.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 95 | — |
| Standard deviation | 21.85 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 95 | — |
| Standard deviation | 19.72 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 1.67 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 3.93K | — |
| 3-year earnings growth | 0 | — |