Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 95 | — |
| Standard deviation | 35.40 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -8.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.75 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 94 | — |
| Standard deviation | 30.74 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -8.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 25.05 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -4.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 75.06K | — |
| 3-year earnings growth | 13.94 | — |