Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 63 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 47 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 31 | — |
| Standard deviation | 7.80 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 2.19 | — |
| Price/Sales (P/S) | 11.11 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.81K | — |
| 3-year earnings growth | 0 | — |