Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 2 | — |
| Mean annual return | 0.07 | — |
| R-squared | 88 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -2.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.02 | — |
| Beta | 2 | — |
| Mean annual return | 0.06 | — |
| R-squared | 82 | — |
| Standard deviation | 8.78 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 61 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.46 | — |
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 | — |