Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 64 | — |
| Standard deviation | 31.20 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 67 | — |
| Standard deviation | 28.40 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 14.14K | — |
| 3-year earnings growth | 0 | — |