Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.66 | — |
| Beta | 1 | — |
| Mean annual return | -0.30 | — |
| R-squared | 49 | — |
| Standard deviation | 8.71 | — |
| Sharpe ratio | -0.72 | — |
| Treynor ratio | -6.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 43 | — |
| Standard deviation | 7.51 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 40 | — |
| Standard deviation | 6.31 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 50.18K | — |
| 3-year earnings growth | 11.99 | — |