Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 98 | — |
| Standard deviation | 7.63 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 97 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 9.47K | — |
| 3-year earnings growth | 0 | — |