Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 7.57 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -2.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 82 | — |
| Standard deviation | 6.50 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 79 | — |
| Standard deviation | 5.45 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 411 | — |
| 3-year earnings growth | 0 | — |