Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 82 | — |
| Standard deviation | 8.17 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 86 | — |
| Standard deviation | 8.31 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 90 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 5.27 | — |
| Price/Sales (P/S) | 13.58 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 185 | — |
| 3-year earnings growth | 0 | — |