Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | -0.06 |
| Beta | 2 | 0.03 |
| Mean annual return | -0.31 | 0.01 |
| R-squared | 95 | 0.71 |
| Standard deviation | 15.33 | 0.14 |
| Sharpe ratio | -0.56 | 0.01 |
| Treynor ratio | -4.66 | 0.02 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | -0.04 |
| Beta | 2 | 0.03 |
| Mean annual return | -0.71 | 0.00 |
| R-squared | 89 | 0.75 |
| Standard deviation | 13.96 | 0.12 |
| Sharpe ratio | -0.84 | 0.00 |
| Treynor ratio | -5.81 | 0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.03 |
| Beta | — | 0.04 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.71 |
| Standard deviation | — | 0.13 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.02 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 23.71 |
| Price/Book (P/B) | 0 | 2.73 |
| Price/Sales (P/S) | 0 | 2.10 |
| Price/Cashflow (P/CF) | 0 | 13.54 |
| Median market vapitalization | 0 | 78.10K |
| 3-year earnings growth | 0 | 9.42 |