Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 59 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -4 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 43 | — |
| Standard deviation | 5.56 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -3.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 0 | — |
| Mean annual return | -0.04 | — |
| R-squared | 48 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 126.10K | — |
| 3-year earnings growth | 11.68 | — |