Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 87 | — |
| Standard deviation | 9.26 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 86 | — |
| Standard deviation | 9.68 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 82 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 1.87 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 4.09K | — |
| 3-year earnings growth | 0 | — |