Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 46 | — |
| Standard deviation | 12.03 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -7.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.52 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 46 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -9.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 0 | — |
| Mean annual return | -0.03 | — |
| R-squared | 26 | — |
| Standard deviation | 9.52 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -8.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 180.89K | — |
| 3-year earnings growth | 11.84 | — |