Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 57 | — |
| Standard deviation | 3.30 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 0 | — |
| Mean annual return | -0.06 | — |
| R-squared | 47 | — |
| Standard deviation | 3.80 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -4.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 41 | — |
| Standard deviation | 4.02 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 95.45K | — |
| 3-year earnings growth | 18.37 | — |