Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 51 | — |
| Standard deviation | 17.96 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 61 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 75 | — |
| Standard deviation | 22.21 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 13.48K | — |
| 3-year earnings growth | 0 | — |