Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 45 | — |
| Standard deviation | 21.28 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 56 | — |
| Standard deviation | 20.77 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -3.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 74 | — |
| Standard deviation | 22.97 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.10 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 8.16K | — |
| 3-year earnings growth | 0 | — |