Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 51 | — |
| Standard deviation | 17.82 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 60 | — |
| Standard deviation | 18.40 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 75 | — |
| Standard deviation | 22.26 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 13.12K | — |
| 3-year earnings growth | 0 | — |