Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 99 | — |
| Standard deviation | 25.69 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -8.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 99 | — |
| Standard deviation | 22.11 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -1.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 99 | — |
| Standard deviation | 19.31 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 1.22 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.91K | — |
| 3-year earnings growth | 0 | — |