Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 70 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 74 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.54 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 82 | — |
| Standard deviation | 19.26 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -4.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 18.65K | — |
| 3-year earnings growth | 0 | — |