Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 24 | — |
| Standard deviation | 1.83 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 23 | — |
| Standard deviation | 1.77 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 23 | — |
| Standard deviation | 1.94 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 0.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 2.67 | — |
| Price/Cashflow (P/CF) | 0.42 | — |
| Median market vapitalization | 714 | — |
| 3-year earnings growth | 0 | — |