Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.52 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.62 | 0.01 |
| R-squared | 72 | 0.04 |
| Standard deviation | 5.64 | 0.09 |
| Sharpe ratio | 0.46 | 0.01 |
| Treynor ratio | 3.82 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.40 | 0.04 |
| Beta | 1 | 0.00 |
| Mean annual return | 0.45 | 0.01 |
| R-squared | 55 | 0.05 |
| Standard deviation | 6.52 | 0.07 |
| Sharpe ratio | 0.37 | 0.01 |
| Treynor ratio | 2.95 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.26 | 0.04 |
| Beta | 1 | 0.00 |
| Mean annual return | 0.43 | 0.00 |
| R-squared | 26 | 0.04 |
| Standard deviation | 6.81 | 0.07 |
| Sharpe ratio | 0.45 | 0.01 |
| Treynor ratio | 4.21 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0.37 | 0 |
| Price/Sales (P/S) | 0.49 | 0.65 |
| Price/Cashflow (P/CF) | 0.08 | 0 |
| Median market vapitalization | 23.25K | 3.05K |
| 3-year earnings growth | 0 | 0 |