Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 97 | — |
| Standard deviation | 30.86 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -9.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.45 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 95 | — |
| Standard deviation | 26.78 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -7.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 93 | — |
| Standard deviation | 24.02 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -2.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 64.39K | — |
| 3-year earnings growth | 9.54 | — |