Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 58 | — |
| Standard deviation | 6.91 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 49 | — |
| Standard deviation | 6.70 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 28 | — |
| Standard deviation | 6.59 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.79 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 3.47 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.21K | — |
| 3-year earnings growth | 0 | — |