Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 2 | — |
| Mean annual return | 1 | — |
| R-squared | 66 | — |
| Standard deviation | 30.22 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 2 | — |
| Mean annual return | 1.23 | — |
| R-squared | 69 | — |
| Standard deviation | 28.58 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 7.85K | — |
| 3-year earnings growth | 0 | — |