Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -19.95 | — |
| Beta | 1 | — |
| Mean annual return | -0.58 | — |
| R-squared | 68 | — |
| Standard deviation | 29.01 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -19.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 49 | — |
| Standard deviation | 34.70 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | -1.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 56 | — |
| Standard deviation | 36.78 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 14.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 126 | — |
| 3-year earnings growth | 0 | — |