Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 90 | — |
| Standard deviation | 6.67 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 88 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 80 | — |
| Standard deviation | 5.84 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.17K | — |
| 3-year earnings growth | 19.09 | — |