Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 97 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 97 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 98 | — |
| Standard deviation | 16.69 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.50K | — |
| 3-year earnings growth | 18.81 | — |