Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.82 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 95 | — |
| Standard deviation | 30.71 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -9.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 91 | — |
| Standard deviation | 27.84 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -5.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 89 | — |
| Standard deviation | 24.05 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 74.44K | — |
| 3-year earnings growth | 7.98 | — |