Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 27 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 33 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 30 | — |
| Standard deviation | 7.48 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.58 | — |
| Price/Book (P/B) | 1.93 | — |
| Price/Sales (P/S) | 5.44 | — |
| Price/Cashflow (P/CF) | 0.82 | — |
| Median market vapitalization | 355 | — |
| 3-year earnings growth | 0 | — |