Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 57 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 72 | — |
| Standard deviation | 18.78 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 4.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 75 | — |
| Standard deviation | 22.13 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 15.42K | — |
| 3-year earnings growth | 0 | — |