Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.49 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 91 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -6.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 88 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 90 | — |
| Standard deviation | 17.98 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 91.36 | — |
| Price/Book (P/B) | 1.02 | — |
| Price/Sales (P/S) | 1.73 | — |
| Price/Cashflow (P/CF) | 0.53 | — |
| Median market vapitalization | 5.08K | — |
| 3-year earnings growth | 0 | — |