Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 65 | — |
| Standard deviation | 7.99 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -2.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 64 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 43 | — |
| Standard deviation | 6.75 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 11.98 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 30 | — |
| 3-year earnings growth | 0 | — |