Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 95 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -6.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 92 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 92 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 55.41K | — |
| 3-year earnings growth | 11.99 | — |