Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 59 | — |
| Standard deviation | 22.39 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 38 | — |
| Standard deviation | 25.15 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 56 | — |
| Standard deviation | 29.39 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 13.84K | — |
| 3-year earnings growth | 0 | — |