Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 59 | — |
| Standard deviation | 22.80 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -3.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 41 | — |
| Standard deviation | 32.44 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 10.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 56 | — |
| Standard deviation | 29.56 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.33 | — |
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 | — |