Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 2 | — |
| Mean annual return | 0.11 | — |
| R-squared | 88 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.51 | — |
| Beta | 2 | — |
| Mean annual return | 0.10 | — |
| R-squared | 82 | — |
| Standard deviation | 8.78 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 60 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.79 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 3.47 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.21K | — |
| 3-year earnings growth | 0 | — |