Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 92 | — |
| Standard deviation | 5.27 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -1.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 87 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -1.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 80 | — |
| Standard deviation | 5.77 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 117.42K | — |
| 3-year earnings growth | 18.99 | — |