Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 31 | — |
| Standard deviation | 18.81 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 44 | — |
| Standard deviation | 16.89 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 60 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 1.38 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 675 | — |
| 3-year earnings growth | 0 | — |