Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 81 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 70 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 43 | — |
| Standard deviation | 5.23 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 2.08 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 9.90K | — |
| 3-year earnings growth | 0 | — |